Module 3: Statistical Applications of Least Squares

Deliverables

Homework 2 will be due two Sundays from now.

Learning Objectives

• Least Squares and Linear Regression
• Generalized Least Squares
• Recursive/Online Least Squares
• Regularization and Multi-Objective Least Squares

Readings

Chapters 13 and 15 of Introduction to Applied Linear Algebra

Sections 4.2 and 4.5 of Introduction to Algorithms for Data Mining and Machine Learning